+943.8%
SMCI vs CPNG
-76.9%
+1,020.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -1.3% | -5.4% | +4.1% | +0.2% |
| 30D | +18.3% | -11.1% | +29.4% | +22.0% |
| 3M | +27.7% | -3.0% | +30.7% | +27.3% |
| 6M | +17.6% | -23.5% | +41.1% | +24.5% |
| YTD | +27.7% | -37.8% | +65.5% | +43.1% |
| 1Y | -14.9% | -54.3% | +39.5% | +4.2% |
| 3Y | +33.2% | -20.8% | +54.0% | +44.7% |
| 5Y | +921.6% | -51.1% | +972.7% | +968.7% |
| All | +943.8% | -76.9% | +1,020.7% | +969.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling